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  • ASX vs COMP✓SelectedUSD · COMPASX vs COMP performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs COMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+510.4%
COMP return
-47.7%
Excess return
+558.0%
Maximum drawdown
-46.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCOMPExcessAlpha
1D+0.2%+0.5%-0.3%+0.1%
7D-0.7%+1.4%-2.1%-0.9%
30D+2.0%-13.3%+15.3%+3.8%
3M-1.3%+41.1%-42.5%-6.2%
6M+71.4%+17.2%+54.3%+65.5%
YTD+135.3%+5.2%+130.1%+129.2%
1Y+267.5%+18.9%+248.6%+249.7%
3Y+388.5%+215.9%+172.6%+284.6%
5Y+417.1%-31.2%+448.3%+381.1%
All+510.4%-47.7%+558.0%+502.4%

Cumulative growth

Daily Returns

Daily percentage return beside COMP.

Daily Out/Under-Performance

Portfolio return minus COMP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling